Is it not rotating at all, for everything, or just for somethings? If it is the latter, that is normal. Some apps and screens do not allow for rotating. They just aren't in the programming.
Now if it is happening all the time, no matter the screen or app, You could try turning the option off, restarting the phone, and then turning it back on to see if that resolves it.
Also, you should check for any updates for the phones firmware.
If none of this does fix it, you may have to try a "Factory Reset" or even a "Hard Reset". Both will wipe data though, the first not all, the second all. So they are really a last resort option.
To do a "Factory Reset" locate the pinhole on the device. It is usually on the edge, or near where the cards...